Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49035.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43122.21 Kr¶

PnL: ---------------------------------------> -1753.37 Kr¶

DD now: ---------------------------------> -7.69 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:03:42.143502'

Anic Portfolio¶

Today¶

Return: -0.374 %¶

This Week¶

Return: -3.382 %¶

Total portfolio value¶

Return including deposits: 60.529 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.250000 1512.920000 89.920000 6.320000 1423.000014
Hennes & Mauritz B 6 0.270000 919.440000 7.440000 0.820000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.180000 951.300000 1.300000 0.140000 950.000002
Atrium Ljungberg B 5 -0.390000 900.000000 -4.000000 -0.440000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -1.250000 976.400000 -16.600000 -1.670000 993.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
OX2 12 -0.610000 885.600000 -23.400000 -2.570000 909.000000
AcadeMedia 20 -1.700000 949.600000 -28.400000 -2.900000 978.000000
Creaspac SPAC 40 -0.310000 3804.000000 -30.000000 -0.780000 3834.000000
Investor B 3 -0.480000 625.800000 -32.200000 -4.890000 657.999999
Platzer Fastigheter Holding B 12 0.790000 916.800000 -34.200000 -3.600000 951.000000
Bufab 3 -1.640000 1041.000000 -35.000000 -3.250000 1076.000001
Latour B 4 -1.350000 818.400000 -37.600000 -4.390000 856.000000
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
Sandvik 4 -1.560000 809.200000 -38.800000 -4.580000 848.000000
Vitrolife 3 -3.190000 637.200000 -39.800000 -5.880000 677.000001
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
Alimak Group 12 -1.830000 964.800000 -42.200000 -4.190000 1007.000004
Hexatronic Group 15 -1.240000 1028.400000 -42.600000 -3.980000 1071.000000
Sagax B 4 -1.680000 841.200000 -43.800000 -4.950000 885.000000
SKF B 5 -1.060000 934.500000 -45.500000 -4.640000 980.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -0.100000 826.800000 -46.200000 -5.290000 873.000000
Catena 2 -0.520000 758.800000 -47.200000 -5.860000 806.000000
Addnode Group B 7 -1.840000 856.800000 -48.200000 -5.330000 904.999998
Gränges 10 -3.190000 986.500000 -52.500000 -5.050000 1039.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.540000 882.400000 -74.600000 -7.800000 957.000000
Orrön Energy 170 -1.420000 1947.350000 -98.650000 -4.820000 2045.999980
Hexagon B 26 -1.440000 3290.300000 -129.700000 -3.790000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 -1.020000 2535.180000 -448.400000 -15.030000 2983.577733
TOTAL 43122.210000 -1753.370000 -7.69037% 44875.578016

Updated:¶

'2023-06-22 13:03:59.711249'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶